+158.3%
VEA vs FLEX
+786.0%
-627.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.1% |
| 7D | +2.3% | +7.5% | -5.2% | +0.1% |
| 30D | +0.2% | -25.3% | +25.5% | +6.8% |
| 3M | -5.3% | -39.7% | +34.3% | +6.1% |
| 6M | -0.9% | -47.9% | +46.9% | +13.7% |
| YTD | +12.2% | +24.1% | -11.9% | -2.6% |
| 1Y | +16.1% | +26.0% | -9.9% | 0.0% |
| 3Y | +73.0% | +282.7% | -209.7% | +2.4% |
| 5Y | +53.7% | +424.2% | -370.5% | -19.3% |
| 10Y | +159.3% | +613.8% | -454.5% | +9.0% |
| All | +158.3% | +786.0% | -627.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling